STRATEGY VWAP MOMENTUM

20251029 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 10

Periodo: 2025-10-29 03:24:00 - 2025-10-29 23:59:00

Exposure Days: 1

Trades per Day: 10.00

Avg Duration: 75.10 min

Median Duration: 50.50 min

PERFORMANCE

Total Profit: $-5,325.00

Avg Profit: $-532.50

Median Profit: $-942.50

Std Profit: $1,286.77

Profit Factor: 0.34

WIN/LOSS

Win Rate: 11.1%

Winners / Losers: 1 / 8 (Ratio: 1:1)

Gross Profit: $2,760.00

Gross Loss: $-8,085.00

Avg Winner: $1,380.00

Avg Loser: $-1,010.62

Avg Winner / Avg Loser: (Ratio: 1:1.37)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-6,515.00

Sharpe Ratio: -0.41

Sortino Ratio: -0.78

Ulcer Index: 5747.45

EXIT REASONS

TARGET exits: 1 (10.0%)

STOP exits: 5 (50.0%)

EOD exits: 1 (10.0%)

LONG ENTRIES (BUY)

Total LONG: 6

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-3,570.00

Avg P&L: $-595.00

SHORT ENTRIES (SELL)

Total SHORT: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,755.00

Avg P&L: $-438.75

CUMULATIVE P&L